Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 77'236 CHF | 27'745 CHF | 99.17% | 99.17% |
15.05.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 89'042 CHF | 31'681 CHF | 94.33% | 94.33% |
14.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 78'118 CHF | 28'039 CHF | 99.16% | 99.16% |
13.05.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 615'610 | 205'203 | 85'183 CHF | 30'446 CHF | 98.53% | 98.53% |
10.05.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 631'856 | 210'619 | 75'409 CHF | 27'243 CHF | 99.01% | 99.01% |
08.05.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 747'420 | 249'140 | 74'075 CHF | 27'183 CHF | 98.84% | 98.84% |
07.05.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 601'225 | 200'408 | 88'189 CHF | 31'400 CHF | 97.93% | 97.93% |
06.05.2024 | 7.03% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 82'524 CHF | 29'508 CHF | 99.17% | 99.17% |
03.05.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 611'424 | 203'808 | 86'263 CHF | 30'792 CHF | 99.17% | 99.17% |
02.05.2024 | 10.01% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 71'460 CHF | 26'320 CHF | 99.15% | 99.15% |